+291.3%
ANET vs TAP
-33.1%
+324.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.1% |
| 7D | -1.3% | -5.3% | +4.0% | -2.7% |
| 30D | -4.5% | -7.4% | +2.9% | -6.2% |
| 3M | +24.5% | -4.9% | +29.5% | +23.7% |
| 6M | +35.4% | -14.2% | +49.6% | +32.7% |
| YTD | +44.2% | -14.8% | +59.1% | +41.2% |
| 1Y | +25.4% | -18.1% | +43.5% | +23.0% |
| All | +291.3% | -33.1% | +324.4% | +281.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling